My stateless session bean has a number of methods that are marked in the deployment as Requiring a transaction.

Now, when my client call one of those method, if a transaction does not exit, one will be created. I understood that part, but how does the EJB container knows when a transaction has ended?

I can see how the container knows when there is a need to create a new transaction, but how does it know when to commit or when to rollback? I mean, my transaction could involve anywhere between 1 to 10000 method calls...

When a method marked as transaction "requires" get called,
if the caller hasn't started a transaction, a single method
run will be a transaction, otherwise it will be part of
the existing transaction.

Yeah, I know that, but when does that transaction that was create automatically end??? As soon as the function exits?

Say bean A has the methods a1,a2,a3,a4. All of the functions require a transaction.

The client calls a1,a2,a3,a4 in that order. Say the client did not create a transaction, when a1 is called, a transaction is created by the container, the question is, when does that transaction gets committed or rollback? As soon as a1 exits ?

that's right. It would commit/rollback as soon as a1 exits.

The transaction ends effctively when control is passed back to the client (unless the client has created the transaction). In your case, every call to a method on the EJB will create and commit/rollback a transaction.

If you wanted multiple method calls to be included in one transaction, you could 'wrap' the method calls in a session EJB, or create the transaction on the client.

Cheers,
Rick